Solstice Advanced Materials Inc. (SOLS) Expected Move
Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.
Snapshot as of May 12, 2026.
- Spot Price
- $86.32
- Expected Move
- 14.8%
- Implied High
- $99.06
- Implied Low
- $73.58
- Front DTE
- 37 days
As of May 12, 2026, Solstice Advanced Materials Inc. (SOLS) has an expected move of 14.76%, a one-standard-deviation implied price range of roughly $73.58 to $99.06 from the current $86.32. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for SOLS derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $86.32 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| May 15, 2026 | 3 | 60.4% | 5.5% | $91.05 | $81.59 |
| Jun 18, 2026 | 37 | 51.5% | 16.4% | $100.47 | $72.17 |
| Aug 21, 2026 | 101 | 54.0% | 28.4% | $110.84 | $61.80 |
| Nov 20, 2026 | 192 | 54.3% | 39.4% | $120.32 | $52.32 |
Frequently asked SOLS expected move questions
- What is the current SOLS expected move?
- As of May 12, 2026, Solstice Advanced Materials Inc. (SOLS) has an expected move of 14.76% over the next 37 days, implying a one-standard-deviation price range of $73.58 to $99.06 from the current $86.32. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the SOLS expected move mean for traders?
- Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
- How is SOLS expected move calculated?
- The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.